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Do not load bar with the same timestamp as the latest bar;

Open Tzion opened this issue 4 years ago • 0 comments

This can happen when joining data from file and live data (backfilling). In this case, if the last bar of the file data is of the same time as the bar in the live data - both of them will be added.

Detailed example: File data contains the daily bars of: [21/11/17, 21/11/18]. We're sending request for historical data between the dates: 21/11/17 - 21/11/23, and using backfilling from the file. When loading the data - the 11/17 and 11/18 will be taken from the file, and since the data point of the 11/18 from the server does not fulfill the condition dt < self.lines.datetime[-1] it will be taken as well. End result: data contains 2 data points of the 11/18.

Tzion avatar Jan 06 '22 11:01 Tzion